Dynamic mean-risk optimization in a binomial model (Q1040686)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic mean-risk optimization in a binomial model |
scientific article; zbMATH DE number 5638450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-risk optimization in a binomial model |
scientific article; zbMATH DE number 5638450 |
Statements
Dynamic mean-risk optimization in a binomial model (English)
0 references
25 November 2009
0 references
average value-at-risk
0 references
Markov decision model
0 references
binomial financial market
0 references
0 references
0.8855526
0 references
0.8824301
0 references
0.8800233
0 references
0 references
0.8774469
0 references
